For each of these sites I have to enter a password and select the data that I would like to download.

when I do this I receive a note at the top of the page :

To help protect your security, Internet Explorer blocked the site from downloading files to your computer. Click here for options.
Then I click the option button it sends me back to the main page. I did not have this problem a month ago.
I check my security settings in IE7 they are set to low or meduim. everything else look ok in my IE settings.
please help me !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!